Model Risk Manager

5 days left

Employer
Charterhouse Partnership Singapore, EA Licence No: 16S8066
Location
Singapore, Singapore
Salary
Flexible for right person
Posted
15 Nov 2022
Closes
15 Dec 2022
Ref
17710914
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities

As a Model Risk Manager, you are responsible for all aspects of risk management, implementation of a limit framework that is consistent with the firm's risk appetite, actively managing risks for all trading activities and monitoring the revenue generated in relation to these risks including analysis and to act as the second line of defence for the management of model risks taken within the entity. You would also handle all model risk management tasks which includes a wide range of model lifecycle operations, such as quantitative model validations, periodic revalidations, annual reviews, ongoing monitoring support, stress testing, model risk reporting preparations and reporting to senior managers. You would also conduct quantitative & qualitative analysis of model risk within various model validation projects and managing requests from regulators and auditors.

Requirements

You would be a Degree holder with a Finance or Business degree with at least 5 relevant years of strong Model risk management experience in the financial industry. Good command of MS Excel with VBA, MS Word and/or LaTeX, Python, C/C++ is advantageous and you would preferably have market experience as a trader, structurer or desk quant.

For more information, please reach out to Charterhouse at suyic@charterhouse.com.sg or call +65 6950 0378 for a confidential chat.